Possible Clues:

• One of the Stones joins Yes? Shame!
• ''That's too bad''
• Shame! Mine's the fourth of July!
• Regrettable situation
• Weep for
• "That's a shame"
• Terrible shame, but you'll get over it
• Be sorry for
• ''That's a shame!''
• 'What a ___!' ('Too bad!')